+621.7%
VIG vs DAR
+1,358.4%
-736.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | -1.0% | +12.8% | -13.8% | -3.6% |
| 3M | +2.8% | +7.4% | -4.6% | +0.8% |
| 6M | +8.2% | +22.3% | -14.1% | +3.1% |
| YTD | +11.0% | +81.1% | -70.1% | -2.7% |
| 1Y | +16.1% | +106.5% | -90.3% | -1.5% |
| 3Y | +56.2% | +5.3% | +50.9% | +47.6% |
| 5Y | +63.0% | -11.5% | +74.5% | +55.5% |
| 10Y | +241.4% | +353.3% | -111.9% | +116.1% |
| All | +621.7% | +1,358.4% | -736.7% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling